Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 4017.26 USD Non-Regulated Fund E-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 11675.19 USD Non-Regulated Fund E-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 58665.96 USD Non-Regulated Fund G-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 48293.90 USD Non-Regulated Fund G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 45065.19 USD Non-Regulated Fund G-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 40817.22 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 48784.98 USD Non-Regulated Fund IG-2 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 44269.98 USD Non-Regulated Fund S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 85526.56 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 51070.14 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 81961.18 USD Non-Regulated Fund S-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 55351.60 USD Non-Regulated Fund S-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 72281.00 USD Non-Regulated Fund S-6 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 58194.70 USD Non-Regulated Fund S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 7212.34 USD Non-Regulated Fund A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 34779.19 USD Non-Regulated Fund A-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 12808.01 USD Non-Regulated Fund A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 786.85 USD Non-Regulated Fund A-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 13105.86 USD Non-Regulated Fund A-4-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 27611.23 USD Non-Regulated Fund A-5-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 66282.70 USD Non-Regulated Fund CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 47273.89 USD Non-Regulated Fund CB-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 76059.75 USD Non-Regulated Fund S-1-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 49740.89 USD Non-Regulated Fund S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 53 54332.30 USD Non-Regulated Fund S-3-Q No